This blogpost is to show the actual trade data for the Mr. Option Nifty delta neutral M T TH RA algo by Jainam Broking Ltd. at Algo test as per the trades taken by me for same in Algo test platform. Incidentally this is the only RA strategy which I am able to run for more than a month continuously.
Algo test Jainam broking RA Algo page link -> RA Algo link
The actuals are way off as compared to back test on monthly basis but are better than back test profit overall. The data is per lot and doesn't include brokerage/charges.
Back testing
(Updated as of 4-Jul-25)
Actual trade based profit/loss
(Started trading from 9-Jan-25)
Can you please share more details about this? Where to access OR what is the logic?
ReplyDeleteWhat is the strategy ?
ReplyDeleteThis strategy takes trade at 09:30 selling CE/PE options closer to 50 points. MTM loss is kept at 1200 per lot. If loss is hit it again sells the CE/PE options closer to 50 point with MTM Loss of 1200 per lot. If MTM SL is hit again then it stops. Exit is around 3:15 PM
ReplyDelete